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IBTS.L vs. IDTL.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBTS.L vs. IDTL.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares $ Treasury Bond 1-3yr UCITS ETF (IBTS.L) and iShares Treasury Bond 20+ UCITS (IDTL.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IBTS.L is traded in GBP, while IDTL.L is traded in USD. To make them comparable, the IDTL.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, IBTS.L achieves a 1.16% return, which is significantly higher than IDTL.L's -0.88% return. Over the past 10 years, IBTS.L has outperformed IDTL.L with an annualized return of 2.47%, while IDTL.L has yielded a comparatively lower -1.10% annualized return.


IBTS.L

1D
0.26%
1M
1.96%
YTD
1.16%
6M
0.62%
1Y
4.86%
3Y*
2.17%
5Y*
2.98%
10Y*
2.47%

IDTL.L

1D
-0.34%
1M
1.21%
YTD
-0.88%
6M
-1.00%
1Y
5.21%
3Y*
-3.64%
5Y*
-5.41%
10Y*
-1.10%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBTS.L vs. IDTL.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IBTS.L
iShares $ Treasury Bond 1-3yr UCITS ETF
1.16%-1.91%5.79%-1.41%7.61%0.64%-0.34%0.37%7.22%-8.60%
IDTL.L
iShares Treasury Bond 20+ UCITS
-0.88%-2.70%-5.60%-2.92%-22.19%-3.74%13.68%11.30%3.90%-0.37%

Correlation

The correlation between IBTS.L and IDTL.L is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.26

Correlation (3Y)
Calculated over the trailing 3-year period

0.25

Correlation (5Y)
Calculated over the trailing 5-year period

0.31

Correlation (10Y)
Calculated over the trailing 10-year period

0.44

Correlation (All Time)
Calculated using the full available price history since Jan 21, 2015

0.46

The correlation between IBTS.L and IDTL.L shifts across timeframes, from 0.25 (3 years) to 0.46 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

IBTS.L vs. IDTL.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IBTS.L
IBTS.L Risk / Return Rank: 2424
Overall Rank
IBTS.L Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
IBTS.L Sortino Ratio Rank: 2424
Sortino Ratio Rank
IBTS.L Omega Ratio Rank: 2323
Omega Ratio Rank
IBTS.L Calmar Ratio Rank: 2525
Calmar Ratio Rank
IBTS.L Martin Ratio Rank: 2323
Martin Ratio Rank

IDTL.L
IDTL.L Risk / Return Rank: 1515
Overall Rank
IDTL.L Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
IDTL.L Sortino Ratio Rank: 1515
Sortino Ratio Rank
IDTL.L Omega Ratio Rank: 1414
Omega Ratio Rank
IDTL.L Calmar Ratio Rank: 1616
Calmar Ratio Rank
IDTL.L Martin Ratio Rank: 1515
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

IBTS.L vs. IDTL.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares $ Treasury Bond 1-3yr UCITS ETF (IBTS.L) and iShares Treasury Bond 20+ UCITS (IDTL.L). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


IBTS.LIDTL.LDifference
Sharpe ratioReturn per unit of total volatility

+0.29

Sortino ratioReturn per unit of downside risk

+0.40

Omega ratioGain probability vs. loss probability

1.14

1.09

+0.05

Calmar ratioReturn relative to maximum drawdown

1.07

0.62

+0.46

Martin ratioReturn relative to average drawdown

2.72

1.33

+1.40

IBTS.L vs. IDTL.L - Sharpe Ratio Comparison

The current IBTS.L Sharpe Ratio is 0.79, which is higher than the IDTL.L Sharpe Ratio of 0.50. The chart below compares the historical Sharpe Ratios of IBTS.L and IDTL.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


IBTS.LIDTL.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.79

0.50

+0.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.37

-0.34

+0.71

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.27

-0.06

+0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

0.12

-0.00

+0.12

Drawdowns

IBTS.L vs. IDTL.L - Drawdown Comparison

The maximum IBTS.L drawdown since its inception was -45.91%, smaller than the maximum IDTL.L drawdown of -49.39%. Use the drawdown chart below to compare losses from any high point for IBTS.L and IDTL.L.


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Drawdown Indicators


IBTS.LIDTL.LDifference

Max Drawdown

Largest peak-to-trough decline

-45.91%

-49.39%

+3.48%

Max Drawdown (1Y)

Largest decline over 1 year

-4.51%

-8.43%

+3.92%

Max Drawdown (3Y)

Largest decline over 3 years

-8.89%

-17.22%

+8.33%

Max Drawdown (5Y)

Largest decline over 5 years

-16.29%

-39.50%

+23.21%

Max Drawdown (10Y)

Largest decline over 10 years

-19.02%

-49.39%

+30.37%

Current Drawdown

Current decline from peak

-7.04%

-45.70%

+38.66%

Average Drawdown

Average peak-to-trough decline

-11.03%

-23.00%

+11.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.78%

3.92%

-2.14%

Volatility

IBTS.L vs. IDTL.L - Volatility Comparison

The current volatility for iShares $ Treasury Bond 1-3yr UCITS ETF (IBTS.L) is 1.67%, while iShares Treasury Bond 20+ UCITS (IDTL.L) has a volatility of 3.15%. This indicates that IBTS.L experiences smaller price fluctuations and is considered to be less risky than IDTL.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IBTS.LIDTL.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.67%

3.15%

-1.48%

Volatility (6M)

Calculated over the trailing 6-month period

4.37%

7.53%

-3.16%

Volatility (1Y)

Calculated over the trailing 1-year period

6.10%

10.36%

-4.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.09%

15.94%

-7.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.24%

16.98%

-7.74%

IBTS.L vs. IDTL.L - Expense Ratio Comparison

Both IBTS.L and IDTL.L have an expense ratio of 0.07%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

IBTS.L vs. IDTL.L - Dividend Comparison

IBTS.L's dividend yield for the trailing twelve months is around 3.97%, less than IDTL.L's 4.39% yield.


PositionTTM20252024202320222021202020192018201720162015
IBTS.L
iShares $ Treasury Bond 1-3yr UCITS ETF
3.97%4.22%4.12%3.08%0.75%0.61%1.84%2.39%1.49%1.01%0.67%0.49%
IDTL.L
iShares Treasury Bond 20+ UCITS
4.39%4.31%4.66%3.79%3.01%1.74%1.76%2.49%2.79%2.59%2.63%2.14%

Frequently Asked Questions


IBTS.L and IDTL.L have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.07% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

IBTS.L and IDTL.L have the same expense ratio: 0.07% per year.

IBTS.L tracks ICE U.S. Treasury 1-3 Year Bond Index, while IDTL.L tracks ICE U.S. Treasury 20+ Year Bond Index.

Portfolio Optimizer

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